+88.7%
CAG vs SPXU
-100.0%
+188.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.8% |
| 7D | -6.6% | +1.3% | -7.9% | -6.4% |
| 30D | +2.3% | +5.1% | -2.8% | +3.1% |
| 3M | +16.3% | -9.1% | +25.4% | +14.9% |
| 6M | -16.0% | -29.6% | +13.5% | -19.8% |
| YTD | -7.7% | -27.7% | +20.0% | -11.4% |
| 1Y | -16.0% | -37.0% | +20.9% | -20.9% |
| 3Y | -37.7% | -80.2% | +42.5% | -49.4% |
| 5Y | -41.2% | -86.0% | +44.8% | -52.1% |
| 10Y | -33.8% | -99.5% | +65.7% | -66.1% |
| All | +88.7% | -100.0% | +188.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling